Fisher information and stochastic complexity

被引:515
作者
Rissanen, JJ
机构
[1] IBM ARC, Almadcn Research Center, San Jose
关键词
universal coding; universal modeling; MDL principle;
D O I
10.1109/18.481776
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
By taking into account the Fisher information and removing an inherent redundancy in earlier two-part codes, a sharper code length as the stochastic complexity and the associated universal process are derived for a class of parametric processes. The main condition required is that the maximum-likelihood estimates satisfy the Central Limit Theorem, The same code length is also obtained from the so-called maximum-likelihood code.
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页码:40 / 47
页数:8
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